Nikkei Stock Average Volatility Index

CBOE EFA ETF Volatility Index

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{type} for {date}

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	param	t-stat
$ω$	1.4812	5.59
$α$	0.1581	4.88
$β$	0.7283	14.81
$γ_{1}$	-0.0320	-0.18
$γ_{2}$	-0.0211	-0.08
$γ_{3}$	0.1813	0.89
$γ_{4}$	-0.2439	-1.00
$γ_{5}$	-0.0153	-0.05
$γ_{6}$	0.3898	1.27
$γ_{7}$	-0.3184	-1.36
$γ_{8}$	-0.1942	-0.81
$γ_{9}$	1.0999	2.46

V-Lab

Inv Inc Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Inv Inc Analyses